Documents

Abstract

We apply online prediction with expert advice to construct a universal algorithm for multi-class classification problem. Our experts are generalised linear regression models with multidimensional outputs, i.e. neural networks with multiple output nodes but no hidden nodes. We allow the final layer transfer function to be a softmax function with linear activations to all output neurons. We build an online algorithm competitive with all the experts of relevant models of this type and derive an upper bound on the cumulative loss of the algorithm. We carry out experiments on three data sets and compare cumulative losses of our algorithm and a single neuron with multiple output nodes.